Learning nonlinear dynamical systems from a single trajectory

D Foster, T Sarkar, A Rakhlin - Learning for Dynamics and …, 2020 - proceedings.mlr.press
We introduce algorithms for learning nonlinear dynamical systems of theform $ x_ {t+
1}=\sigma (\Theta {} x_t)+\varepsilon_t $, where $\Theta $ is a weightmatrix, $\sigma $ is a …

Active learning for nonlinear system identification with guarantees

H Mania, MI Jordan, B Recht - arxiv preprint arxiv:2006.10277, 2020 - arxiv.org
While the identification of nonlinear dynamical systems is a fundamental building block of
model-based reinforcement learning and feedback control, its sample complexity is only …

Non-asymptotic and accurate learning of nonlinear dynamical systems

Y Sattar, S Oymak - Journal of Machine Learning Research, 2022 - jmlr.org
We consider the problem of learning a nonlinear dynamical system governed by a nonlinear
state equation ht+ 1= ϕ (ht, ut; θ)+ wt. Here θ is the unknown system dynamics, ht is the …

Active learning for nonlinear system identification with guarantees

H Mania, MI Jordan, B Recht - Journal of Machine Learning Research, 2022 - jmlr.org
While the identification of nonlinear dynamical systems is a fundamental building block of
model-based reinforcement learning and feedback control, its sample complexity is only …

Near-optimal offline and streaming algorithms for learning non-linear dynamical systems

S Kowshik, D Nagaraj, P Jain… - Advances in Neural …, 2021 - proceedings.neurips.cc
We consider the setting of vector valued non-linear dynamical systems $ X_ {t+ 1}=\phi
(A^{*} X_t)+\eta_t $, where $\eta_t $ is unbiased noise and $\phi:\mathbb {R}\to\mathbb {R} …

Finite sample identification of bilinear dynamical systems

Y Sattar, S Oymak, N Ozay - 2022 IEEE 61st Conference on …, 2022 - ieeexplore.ieee.org
Bilinear dynamical systems are ubiquitous in many different domains and they can also be
used to approximate more general control-affine systems. This motivates the problem of …

Learning linear dynamics from bilinear observations

Y Sattar, Y Jedra, S Dean - arxiv preprint arxiv:2409.16499, 2024 - arxiv.org
We consider the problem of learning a realization of a partially observed dynamical system
with linear state transitions and bilinear observations. Under very mild assumptions on the …

Learning Controlled Stochastic Differential Equations

L Brogat-Motte, R Bonalli, A Rudi - arxiv preprint arxiv:2411.01982, 2024 - arxiv.org
Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks
such as control, prediction, optimization, and fault detection. Many applications require …

The complexity of sequential prediction in dynamical systems

V Raman, U Subedi, A Tewari - arxiv preprint arxiv:2402.06614, 2024 - arxiv.org
We study the problem of learning to predict the next state of a dynamical system when the
underlying evolution function is unknown. Unlike previous work, we place no parametric …

Finite Sample Identification of Partially Observed Bilinear Dynamical Systems

Y Sattar, Y Jedra, M Fazel, S Dean - arxiv preprint arxiv:2501.07652, 2025 - arxiv.org
We consider the problem of learning a realization of a partially observed bilinear dynamical
system (BLDS) from noisy input-output data. Given a single trajectory of input-output …